btc_intraday_range_position_fade

not live
105
closed trades
40%
win rate
-100.32
total pnl ($)
1.188
weight
7d window — n=11 wr=45% pnl=-5.99  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 10:27BTCSell60380→60420-0.77timeout
06-26 21:40BTCSell60463→59906+4.18timeout
06-26 07:14BTCBuy58621.9→60495+15.53take_profit
06-25 13:57BTCBuy59337→58233-9.75stop_loss
06-24 14:19BTCBuy62076.1→60879.5-10.09stop_loss
06-23 14:00BTCBuy62853.1→62437.9-3.73timeout
06-23 06:00BTCBuy64002.2→63346.8-5.58timeout
06-22 17:34BTCSell64585.8→64437.2+0.70timeout
06-22 06:11BTCBuy63429.2→64215.8+5.75timeout
06-21 16:50BTCSell64377.8→64120.2+1.54timeout
06-21 06:02BTCSell64230.8→64206.2-0.26timeout
06-20 15:36BTCSell63608.8→64098.2-4.28timeout
06-20 06:04BTCSell63538.8→63669.2-1.47timeout
06-19 17:16BTCBuy62469.1→62965.9+3.52timeout
06-19 09:15BTCBuy62587.1→62413.9-1.79timeout
06-18 15:40BTCBuy63940.2→62750.5-9.75stop_loss
06-18 10:00BTCBuy64259.2→64153.8-1.29timeout
06-17 15:19BTCBuy65007.3→65174.7+0.84timeout
06-17 07:23BTCBuy65515.3→65510.7-0.49timeout
06-16 20:20BTCBuy65734.3→65781.7-0.11timeout
06-16 09:02BTCBuy65735.3→66820.7+7.81timeout
06-15 22:06BTCSell67137.6→66404.3+5.02timeout
06-15 13:25BTCSell65721.7→66950.8-9.81stop_loss
06-15 06:02BTCSell65686.7→65798.3-1.30timeout
06-14 15:59BTCSell64595.8→64002.2+4.18timeout
06-14 07:10BTCSell64626.8→64222.2+2.68timeout
06-13 21:05BTCSell64209.8→64293.2-1.09timeout
06-12 15:31BTCSell63768.8→64018.2-2.39timeout
06-12 06:12BTCSell63659.8→63282.2+2.53timeout
06-11 18:01BTCSell63028.8→63709.2-5.82timeout
06-11 09:56BTCSell62674.9→62908.1-2.28timeout
06-10 15:16BTCBuy61033.1→61896.9+6.62timeout
06-09 14:30BTCBuy62624.1→61459.2-9.75stop_loss
06-09 06:34BTCBuy62727.1→63353.8+4.53timeout
06-08 17:37BTCSell63778.8→63371.2+2.77timeout
06-07 15:17BTCSell62798.9→61721.1+8.13timeout
06-07 06:36BTCSell61131.9→62274.2-9.80stop_loss
06-06 10:32BTCBuy59707→60312+4.61timeout
06-05 15:39BTCBuy61251.1→60069.9-10.09stop_loss
06-05 06:22BTCBuy62582.1→61414.2-9.77stop_loss
06-04 02:02BTCBuy62928.1→61758-9.75stop_loss
06-03 22:22BTCBuy65775.3→65006.7-6.29timeout
06-03 00:30BTCBuy67307.4→66735.7-4.70timeout
06-02 13:00BTCBuy70232.5→68926.1-9.78stop_loss
06-02 07:45BTCBuy70926.5→70149.5-5.97timeout
05-31 20:04BTCBuy73771.7→73598.3-1.63timeout
05-31 06:32BTCSell73981.3→74037.7-0.82timeout
05-30 23:23BTCSell73952.3→73818.7+0.48timeout
05-29 23:01BTCSell74115.3→73388.7+4.46timeout
05-29 12:51BTCSell73717.3→73308.7+2.33timeout
05-28 14:31BTCBuy73196.7→73006.3-1.78timeout
05-28 03:56BTCBuy74434.7→73048.8-9.76stop_loss
05-27 18:06BTCBuy75656.8→74839.3-5.87timeout
05-27 07:05BTCBuy75980.8→75790.2-1.67timeout
05-26 23:06BTCBuy76491.8→75826.2-4.81timeout
05-26 15:01BTCBuy76658.8→76954.2+1.47timeout
05-26 06:36BTCBuy77050.9→76860.2-1.69timeout
05-25 16:07BTCSell77562.1→77553.9-0.37timeout
05-25 08:06BTCSell77114.1→77347.9-1.93timeout
05-24 17:05BTCSell77264.1→76656.8+3.48timeout
05-24 09:05BTCSell76910.2→76801.8+0.29timeout
05-23 14:00BTCBuy74570.7→75180.2+3.64timeout
05-23 05:59BTCBuy75504.8→75444.2-0.85timeout
05-22 19:41BTCBuy77007.9→75577.4-9.75stop_loss
05-21 23:30BTCSell77937.1→77624.9+1.58timeout
05-21 14:11BTCSell78057.1→77086.9+5.79timeout
05-21 06:11BTCSell77625.1→77755.9-1.27timeout
05-20 20:53BTCSell77491.1→77706.9-1.82timeout
05-20 11:11BTCSell77224.1→77504.9-2.24timeout
05-19 20:47BTCBuy76289.8→76948.2+3.83timeout
05-18 15:10BTCBuy76875.8→76144.2-5.23timeout
05-18 06:09BTCBuy76992.8→76684.2-2.48timeout
05-17 15:55BTCSell78179.1→78017.9+0.58timeout
05-17 06:58BTCBuy77889.9→78055.1+0.61timeout
05-16 06:01BTCBuy79051→78985.1-0.86timeout
05-15 19:30BTCBuy79871→79098-5.28timeout
05-12 04:43BTCBuy81724.1→81715.9-0.53timeout
05-11 20:31BTCBuy80755→81825.9+6.18timeout
05-11 06:02BTCSell82248.9→80814+8.30timeout
05-10 17:03BTCSell80907→81317.1-2.97timeout
05-09 21:40BTCSell80465→80718-2.03timeout
05-09 07:15BTCSell80298→80171+0.33timeout
05-08 20:21BTCSell80317→80240+0.05timeout
05-08 07:29BTCBuy79696→79284-3.05timeout
05-07 23:28BTCBuy79623→79951+1.59timeout
05-07 15:28BTCBuy80975→79784-7.82timeout
05-07 06:29BTCBuy81200.1→80995.9-1.71timeout
05-04 16:10BTCBuy78762.9→79702+5.57timeout
05-04 07:55BTCSell79231→79699-3.39timeout
05-03 07:38BTCBuy78136.9→78366.1+1.03timeout
05-02 22:09BTCSell78490.1→78707.9-1.84timeout
05-01 23:56BTCSell78497.1→78147.9+1.74timeout
05-01 13:53BTCSell77190.1→78623.2-9.73stop_loss
05-01 06:03BTCSell76384.2→77103.9-5.19timeout
04-30 11:28BTCBuy75349→76059.2+4.26timeout
04-29 17:37BTCSell77601→75876+10.66timeout
04-29 09:37BTCSell76824→77190-2.83timeout
04-28 16:41BTCBuy76518→75914-4.40timeout
04-28 08:40BTCBuy76801→76851-0.12timeout
04-27 22:02BTCBuy76710→76752-0.18timeout

Paper vs Live

Paper (trades.jsonl)
105
closed
40%
win rate
-100.32
total pnl ($)
-19.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC10540%-19.2-100.32

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-09 21:40BTCSell-2.03BTC was trading in a narrow range with low volatility, showing minimal directional bias across timeframes. The short thesis failed because the market lacked the momentum to trigger a decline before the trade expired, resulting in a timeout loss.
05-09 07:15BTCSell+0.33The market was in a mild downtrend with low volatility, as BTC declined 1.64% over 24 hours and funding remained neutral. The thesis failed because the trade was closed by timeout without reaching the target or stop, indicating the expected directional move…
05-08 20:21BTCSell+0.05BTC was in a choppy, low-volatility recovery within a broader downtrend, with the 1h gain failing to reverse the 24h and 7d losses. The thesis failed because the trade expired before the anticipated directional move materialized, as the timeout close_reason…
05-08 07:29BTCBuy-3.05BTC was trading in a narrow range with low volatility, showing a slight hourly gain but a broader weekly decline. The trade failed because the thesis did not trigger an entry before the timeout, leaving the position unexecuted and resulting in a small negat…
05-07 23:28BTCBuy+1.59BTC was in a mild intraday uptick within a broader weekly downtrend, with low volatility and neutral funding. The trade's small profit came from a brief favorable move, but the thesis failed to capture a larger trend as the timeout closed the position befor…
05-07 15:28BTCBuy-7.82The market was in a low-funding, sideways consolidation with no clear directional catalyst. The thesis failed because the trade was closed by timeout without reaching entry or exit, indicating the expected move never materialized in the given window.
05-07 06:29BTCBuy-1.71The market was in a mild downtrend across timeframes, with BTC declining 1.52% in 24 hours and 2.37% over the week. The thesis failed because the trade was closed by timeout without entry, likely due to the persistent bearish momentum preventing a favorable…
05-04 16:10BTCBuy+5.57The market was in a low-volatility consolidation phase with minimal funding rates and stable price action across both Bitcoin and Ethereum. The trade failed because the anticipated move never materialized within the allotted time, resulting in a timeout exit.
05-02 22:09BTCSell-1.84BTC was consolidating near the upper bound of its 24-hour range ($77,710–$78,586) with elevated open interest ($3.99B) and positive funding (0.00145%), indicating sustained long positioning without directional conviction. The fade signal failed because BTC …
05-01 23:56BTCSell+1.74Bitcoin was consolidating near its 24-hour highs with modest intraday strength (+0.14% in the final hour), while the negative funding rate (-0.014%) signaled mild overbought positioning typical of range-bound conditions. The thesis failed because the 86.3% …